25 citations · 33 across the 27 of their papers we have counts for
7 papers · 1 filter
Risk-Adaptive Approaches to Stochastic Optimization: A Survey
Johannes O. Royset
Uncertainty is prevalent in engineering design, data-driven problems, and decision making broadly. Due to inherent risk-averseness and ambiguity about assumptions, it is common to…
Optimizing Surveillance Satellites for the Synthetic Theater Operations Research Model
Steven M. Warner, Johannes O. Royset
The Synthetic Theater Operations Research Model (STORM) simulates theater-level conflict and requires inputs about utilization of surveillance satellites to search large geographic…
S-BORM: Reliability-based optimization of general systems using buffered optimization and reliability method
Ji-Eun Byun, Welington de Oliveira, Johannes O. Royset
Reliability-based optimization (RBO) is crucial for identifying optimal risk-informed decisions for designing and operating engineering systems. However, its computation remains ch…
Epi-Convergence of Expectation Functions under Varying Measures and Integrands
Eugene A. Feinberg, Pavlo O. Kasyanov, Johannes O. Royset
For expectation functions on metric spaces, we provide sufficient conditions for epi-convergence under varying probability measures and integrands, and examine applications in the…
On Robustness in Nonconvex Optimization with Application to Defense Planning
Johannes O. Royset
In the context of structured nonconvex optimization, we estimate the increase in minimum value for a decision that is robust to parameter perturbations as compared to the value of…
Rockafellian Relaxation and Stochastic Optimization under Perturbations
Johannes O. Royset, Louis L. Chen, Eric Eckstrand
In practice, optimization models are often prone to unavoidable inaccuracies due to dubious assumptions and corrupted data. Traditionally, this placed special emphasis on risk-base…
Consistent Approximations in Composite Optimization
Johannes O. Royset
Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximat…